Abstract
The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method.
| Original language | English |
|---|---|
| Pages (from-to) | 415-426 |
| Number of pages | 12 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 232 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 15 Oct 2009 |
| Externally published | Yes |
Keywords
- Filled function
- Global minimizer
- Global optimization
- Local minimizer
- Nonsmooth optimization